+6,891.1%
DHI vs AEIS
+2,498.8%
+4,392.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.6% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | -10.1% | -16.4% | +6.3% | -7.1% |
| 3M | -7.3% | -11.1% | +3.8% | -6.8% |
| 6M | -6.1% | -12.0% | +5.9% | -6.1% |
| YTD | -5.0% | +30.9% | -35.9% | -13.1% |
| 1Y | -22.1% | +74.3% | -96.4% | -33.5% |
| 3Y | +19.2% | +165.2% | -145.9% | -9.2% |
| 5Y | +59.4% | +220.0% | -160.6% | +16.0% |
| 10Y | +401.8% | +527.7% | -125.8% | +201.8% |
| All | +6,891.1% | +2,498.8% | +4,392.3% | +2,640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling